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3. A two stock (A & B) portfolio is formed. The expected returns are ra =10% and rb=15%. The standard deviation for Stock A is
3. A two stock (A \& B) portfolio is formed. The expected returns are ra =10% and rb=15%. The standard deviation for Stock A is 12% and 15% for Stock B. If the correlation coefficient of the two stock is 0.5 , calculate the portfolio's standard deviation. Assume 40% is invested in A and 60% in B
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